Measuring the subprime crisis contagion: evidence of change point analysis of copula functions

From MaRDI portal
Publication:1926916

DOI10.1016/J.EJOR.2012.04.004zbMath1253.91186OpenAlexW2031298242MaRDI QIDQ1926916

Wuyi Ye, Xiaoquan Liu, Baiqi Miao

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.04.004




Related Items (12)




Cites Work




This page was built for publication: Measuring the subprime crisis contagion: evidence of change point analysis of copula functions